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In this paper, an improved ridge type estimator is introduced to overcome the effect of multi-collinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge...
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Outlier detection in high-dimensional datasets poses new challenges that have not been investigated in the literature. In this paper, we present an integrated methodology for the identification of outliers which is suitable for datasets with higher number of variables than observations. Our...
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the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new … test for continuity of a density at a point based on the so-called g-order statistics, and study its properties under a …
Persistent link: https://www.econbiz.de/10011809514